the source of mtf-data for backtests..

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2017
gooly 2015.02.03 11:13
 

Hi,

My problem/question if I have created the fxt-files my self (tick-data of Ducaskopy, GMT) I want to be sure that they are not mixed with the prices (and the broker-timeshift) of the broker I am logged in!

If I test an EA in the mt4-strategy-tester I can get the quotes: Bid, Ask, High[0], iHigh(NULL,0,0), ..

I think these data are taken from the fxt-file in the tester-history-folder of the chosen Symbol and Timeframe.

But if I use additionally other time-frames (e.g. H1,H4,D1 with only op,hi,lo,cl of the bars) are the prices

  a) taken from a (created if not existing) fxt-file of this different timeframes in the tester-history-folder or

  b) directly taken from the equivalent hst-file of the terminal-folder\history\Broker\EURUSD1440.hst?

Thanks in advance,

Gooly

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1109
Ovo 2015.02.03 12:14 #
 

I would generate other timeframes on-the-fly from the fxt in use. No need to save them into an hst, keeping a few candles in memory should suffice for the purpose. The implementation does not seem to be a  piece of cake, so I would not bother until I really needed it.

 

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2017
gooly 2015.02.03 13:16 #
 
Ovo:

I would generate other timeframes on-the-fly from the fxt in use. No need to save them into an hst, keeping a few candles in memory should suffice for the purpose. The implementation does not seem to be a  piece of cake, so I would not bother until I really needed it.

hmm - If I generate and store the hst-files the same time the fxt files are generated the current charts will be mixed up and will become invalid :(
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1109
Ovo 2015.02.03 13:56 #
 
gooly:
hmm - If I generate and store the hst-files the same time the fxt files are generated the current charts will be mixed up and will become invalid :(
Oh, you are asking where the data is read from, rather than how to construct it. Apologies, I missed it. Actually I have no idea, nevertheless the last candle is evolving, so it should not be the hst file from the life feed.
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